CME Euro FX (E) Future March 2024


Trading Metrics calculated at close of trading on 25-Jul-2023
Day Change Summary
Previous Current
24-Jul-2023 25-Jul-2023 Change Change % Previous Week
Open 1.1263 1.1205 -0.0058 -0.5% 1.1377
High 1.1263 1.1205 -0.0058 -0.5% 1.1382
Low 1.1195 1.1180 -0.0016 -0.1% 1.1255
Close 1.1205 1.1180 -0.0026 -0.2% 1.1259
Range 0.0068 0.0026 -0.0043 -62.5% 0.0127
ATR 0.0052 0.0050 -0.0002 -3.7% 0.0000
Volume 30 429 399 1,330.0% 140
Daily Pivots for day following 25-Jul-2023
Classic Woodie Camarilla DeMark
R4 1.1265 1.1248 1.1194
R3 1.1239 1.1222 1.1187
R2 1.1214 1.1214 1.1184
R1 1.1197 1.1197 1.1182 1.1192
PP 1.1188 1.1188 1.1188 1.1186
S1 1.1171 1.1171 1.1177 1.1167
S2 1.1163 1.1163 1.1175
S3 1.1137 1.1146 1.1172
S4 1.1112 1.1120 1.1165
Weekly Pivots for week ending 21-Jul-2023
Classic Woodie Camarilla DeMark
R4 1.1679 1.1596 1.1328
R3 1.1552 1.1469 1.1293
R2 1.1425 1.1425 1.1282
R1 1.1342 1.1342 1.1270 1.1320
PP 1.1298 1.1298 1.1298 1.1287
S1 1.1215 1.1215 1.1247 1.1193
S2 1.1171 1.1171 1.1235
S3 1.1044 1.1088 1.1224
S4 1.0917 1.0961 1.1189
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1375 1.1180 0.0196 1.7% 0.0039 0.4% 0% False True 96
10 1.1382 1.1176 0.0206 1.8% 0.0044 0.4% 2% False False 88
20 1.1382 1.0980 0.0402 3.6% 0.0037 0.3% 50% False False 70
40 1.1382 1.0822 0.0560 5.0% 0.0039 0.3% 64% False False 59
60 1.1382 1.0822 0.0560 5.0% 0.0034 0.3% 64% False False 47
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1313
2.618 1.1272
1.618 1.1246
1.000 1.1231
0.618 1.1221
HIGH 1.1205
0.618 1.1195
0.500 1.1192
0.382 1.1189
LOW 1.1180
0.618 1.1164
1.000 1.1154
1.618 1.1138
2.618 1.1113
4.250 1.1071
Fisher Pivots for day following 25-Jul-2023
Pivot 1 day 3 day
R1 1.1192 1.1228
PP 1.1188 1.1212
S1 1.1184 1.1196

These figures are updated between 7pm and 10pm EST after a trading day.

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